+270.3%
ORCL vs RRC
+73.1%
+197.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +8.0% | +6.4% | +1.6% | +7.2% |
| 30D | -4.0% | +23.9% | -27.9% | -6.6% |
| 3M | -19.5% | +30.2% | -49.6% | -22.2% |
| 6M | -33.5% | +26.3% | -59.7% | -35.6% |
| YTD | -34.8% | +48.1% | -82.9% | -38.3% |
| 1Y | -41.6% | +37.7% | -79.3% | -44.2% |
| 3Y | +13.8% | +60.3% | -46.5% | +6.3% |
| 5Y | +43.4% | +135.3% | -91.9% | +24.9% |
| All | +270.3% | +73.1% | +197.2% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling